| Article ID: | iaor20091409 |
| Country: | Germany |
| Volume: | 2 |
| Issue: | 3 |
| Start Page Number: | 377 |
| End Page Number: | 388 |
| Publication Date: | May 2008 |
| Journal: | Optimization Letters |
| Authors: | Rmisch W., Vigerske S. |
| Keywords: | programming: integer |
Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, technology matrix, and right-hand sides are considered. Quantitative continuity properties of its optimal value and solution set are derived when the underlying probability distribution is perturbed with respect to an appropriate probability metric.